Mean and variance of the LQG cost function (Q259452)

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scientific article; zbMATH DE number 6554382
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    Mean and variance of the LQG cost function
    scientific article; zbMATH DE number 6554382

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      Mean and variance of the LQG cost function (English)
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      11 March 2016
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      linear systems
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      linear quadratic regulators
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      LQG control
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      Lyapunov equation
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      probability density function
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      matrix algebra
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